Reply to the discussion of Non-Gaussian OU based models and some of their uses in financial economics
| Year of publication: |
2000-01-01
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| Authors: | Shephard, Neil ; Barndorff, Ole E. |
| Institutions: | Department of Economics, Oxford University |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2000-W38 |
| Source: |
Persistent link: https://www.econbiz.de/10011277847